Related papers: A modified Riccati approach to analytic interpolat…
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…
This paper is concerned with a discrete-time mean-field stochastic linear-quadratic optimal control problem arose from financial application. Through matrix dynamical optimization method, a group of linear feedback controls is investigated.…
A novel approach to efficiently treat pure-state equality constraints in optimal control problems (OCPs) using a Riccati recursion algorithm is proposed. The proposed method transforms a pure-state equality constraint into a mixed…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
A stable approach for integrating the impedance matrix in cylindrical, radial inhomogeneous structures is developed and studied. A Stroh-like system using the time-harmonic displacement-traction state vector is used to derive the Riccati…
Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…
We study the quadratic regulator problem on a finite time horizon for the wave equation with high internal damping controlled on the boundary by square integrable controls. The approach in this paper transforms the wave equation with high…
In this article, we consider nonlinear complementarity problem. We introduce a new homotopy function for finding the solution of nonlinear complementarity problem through the trajectory . We show that the homotopy path approaching the…
In this contribution, we propose a detailed study of interpolation-based data-driven methods that are of relevance in the model reduction and also in the systems and control communities. The data are given by samples of the transfer…
In this paper, the homotopy analysis method (HAM) is successfully applied to solve the Von Karman's plate equations in the integral form for a circular plate with the clamped boundary under an arbitrary uniform external pressure. Two…
Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…
The paper continues the authors' study of the linearizability problem for nonlinear control systems. In the recent work [K. Sklyar, Systems Control Lett. 134 (2019), 104572], conditions on mappability of a nonlinear control system to a…
This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…
Achieving fast, excitation-free quantum control is a vital challenge in modern quantum technologies. In many cases, shortcuts to adiabaticity enable fast adiabatic-like protocols, yet determining control parameters that satisfy practical…
In this paper, we propose a method for estimating the algebraic Riccati equation (ARE) with respect to an unknown discrete-time system from the system state and input observation. The inverse optimal control (IOC) problem asks, ``What…
Pitts' proof-theoretic technique for uniform interpolation, which generates uniform interpolants from terminating sequent calculi, has only been applied to logics on an intuitionistic basis through single-succedent sequent calculi. We adapt…
Along this work we study an indefinite abstract smoothing problem. After establishing necessary and sufficient conditions for the existence of solutions to this problem, the set of admissible parameters is discussed in detail. Then, its…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
We propose in this work a subgradient extragradient method with inertial and correction terms for solving equilibrium problems in a real Hilbert space. We obtain that the sequence generated by our proposed method converges weakly to a point…
This is the fourth of a series of papers surveying some small part of the remarkable work of our friend and colleague Nigel Kalton. We have written it as part of a tribute to his memory. It contains almost no new results. This time we…